Shane Miller

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Real-world pricing for a modified constant elasticity of variance model
Applied Mathematical Finance
2010-05-27Paper
ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE
International Journal of Theoretical and Applied Finance
2009-04-21Paper
A two-factor model for low interest rate regimes
Asia-Pacific Financial Markets
2005-12-09Paper


Research outcomes over time


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